Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o

Publisher Description

"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk manage

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In a